Reachability Analysis of Stochastic Hybrid Systems by Optimal Control

Bujorianu, L.M. and Lygeros, J. and Langerak, R. (2008) Reachability Analysis of Stochastic Hybrid Systems by Optimal Control. In: 11th International Workshop, HSCC 2008, 22-24 Aril 2008, St. Louis, USA.

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Abstract:	For stochastic hybrid systems, the reachability analysis is an important and difficult problem. In this paper, we prove that, under natural assumptions, reachability analysis can be characterised as an optimal stopping problem. In this way, one can apply numerical methods from optimal control to solve the reachability verification problems.
Item Type:	Conference or Workshop Item
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Formal Methods and Tools (FMT)
Link to this item:	http://purl.utwente.nl/publications/62313
Official URL:	http://dx.doi.org/10.1007/978-3-540-78929-1_46
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